+1,395.4%
ASML vs SM
+8.2%
+1,387.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.9% |
| 7D | -9.0% | -25.9% | +16.9% | -6.2% |
| 30D | -21.0% | -15.1% | -5.8% | -19.7% |
| 3M | -16.3% | +4.9% | -21.2% | -17.1% |
| 6M | -7.5% | +6.1% | -13.7% | -9.0% |
| YTD | +34.0% | +63.4% | -29.4% | +24.4% |
| 1Y | +39.3% | +72.5% | -33.2% | +28.3% |
| 3Y | +128.9% | -16.9% | +145.7% | +125.0% |
| 5Y | +76.1% | -10.6% | +86.7% | +68.7% |
| All | +1,395.4% | +8.2% | +1,387.2% | +1,016.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling